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Direct MessagesDate/Time: Fri, 27 Jan 2023 14:45:36 +0000
VIX error prints last 2 days
View Count: 526
| [2021-07-20 15:49:00] |
| whats1thingnow - Posts: 387 |
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hope this finds you well sc support :) for symbol VXQ21-CFE, been seeing these big magnitude wicks on the 2 minute and 5 minute chart that doesn't exist on other platforms if the VIX went that amount in a matter of 2 minutes or 5 minutes, it would be another covid crash but we are not there yet can you take a look at the error price prints for VIX, VX? thank you |
 20210720_VIX_error_prints.png / V - Attached On 2021-07-20 15:48:33 UTC - Size: 52.25 KB - 124 views |
| [2021-07-20 15:49:58] |
| whats1thingnow - Posts: 387 |
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timezone of the attached chart is US, EST in case you want to replicate the problem thanks |
| [2021-07-20 23:52:33] |
| user_xyz - Posts: 235 |
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I've noticed the same since mid last week... really makes things tighten up for a sec ;-)
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| [2021-07-21 02:10:52] |
| whats1thingnow - Posts: 387 |
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yes, there were some last week too but more notable last 2 days glad it's not just me :) thank you sc for looking into it |
| [2021-07-21 03:29:24] |
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We are going to look into this. It may take us a few days to figure out what this is from. There must be some trades we need to filter.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-07-22 13:16:58] |
| whats1thingnow - Posts: 387 |
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not sure if this is related, but VIX is not giving live data this morning yesterday 21st was expiry so everyone should be on VXQ21-CFE i rolled over since Sunday the 18th and was getting live data for VXQ21-CFE on Mon, Tue, Wed no problem (even though got the error tails as described above) i have restarted sc multiple times & no VIX depth is showing i have closed the chartbook multiple times & no VIX depth is showing please help thank you Date Time Of Last Edit: 2021-07-22 13:17:34
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| [2021-07-22 13:24:06] |
| whats1thingnow - Posts: 387 |
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I'm getting "sybmol is unknown. Click for symbol information. Already subscriebe to symbol. New subscription rejected." since VXQ21-CFE was working the Mon, Tue, Wed after I rolled over on Sun that means somehow after VXN21-CFE expired yesterday, it's triggering something and not recognizing VXQ21-CFE? VXQ21-CFE is the current contract, so that symbol should be correct please let me know, below are all the VX lines from the logs: VXQ21-CFE 30 Sec #23 | Reloading chart. | 2021-07-22 09:18:27.428 VXQ21-CFE 30 Sec #36 | Reloading chart. | 2021-07-22 09:18:29.276 VXQ21-CFE [CB] Point & Figure 1-1 #11 | Reloading chart. | 2021-07-22 09:18:31.587 VXQ21-CFE [CB] Point & Figure 1-1 #11 | Performing historical Daily data download for symbol VIQ21 starting at last date in file. | 2021-07-22 09:18:31.590 VXQ21-CFE [CB] Point & Figure 1-1 #11 | Waiting for historical downloads to complete with the IDs: 1, | 2021-07-22 09:18:31.597 VXQ21-CFE [CB] 2 Min #15 | Reloading chart. | 2021-07-22 09:18:31.765 VXQ21-CFE [CB] 2 Min #15 | Waiting for historical downloads to complete with the IDs: 1, | 2021-07-22 09:18:31.773 Mapping VIQ21 to VXQ21_FUT_CFE. Service code: cfe_exchange.data | 2021-07-22 09:18:33.396 SC Data - All Services | Starting real-time market data updates for: VIQ21 (VXQ21_FUT_CFE). ID: 1 Service code: cfe_exchange.data | 2021-07-22 09:18:33.815 SC Data - All Services | Requesting security definition data for: VIQ21 (VXQ21_FUT_CFE). ID: 1 | 2021-07-22 09:18:33.815 Mapping VXQ21-CFE to VXQ21_FUT_CFE. Service code: cfe_exchange.data | 2021-07-22 09:18:34.262 SC Data - All Services | Starting real-time market data updates for: VXQ21-CFE (VXQ21_FUT_CFE). ID: 8 Service code: cfe_exchange.data | 2021-07-22 09:18:34.263 SC Data - All Services | Requesting security definition data for: VXQ21-CFE (VXQ21_FUT_CFE). ID: 8 | 2021-07-22 09:18:34.263 Requesting market depth updates for: VXQ21-CFE if supported. | 2021-07-22 09:18:34.263 Separate subscription for market depth updates not supported. VXQ21-CFE | 2021-07-22 09:18:34.263 Added historical Intraday data request for VXQ21-CFE to the queue. | 2021-07-22 09:18:34.533 Intraday data recording state for symbol VXQ21-CFE is set to download 'Pending'. | 2021-07-22 09:18:34.533 SC Data - All Services | Restarting real-time data updates for symbol: VIQ21 -> VXQ21_FUT_CFE. Market Depth data restarted. | 2021-07-22 09:18:34.686 SC Data - All Services | Restarting real-time data updates for symbol: VXQ21-CFE -> VXQ21_FUT_CFE. Market Depth data restarted. | 2021-07-22 09:18:34.686 Symbol Error - VXQ21-CFE is unknown, unavailable, or improperly formatted. Already subscribed to symbol. New subscription rejected. | 2021-07-22 09:18:34.970 SC Data - All Services | Received security definition for symbol VXQ21-CFE | 2021-07-22 09:18:34.970 SC Data - All Services | Market Depth data has been rejected for symbol: VXQ21-CFE. Already subscribed to market depth for symbol VXQ21_FUT_CFE for service code VXQ21-CFE [CB] Point & Figure 1-1 #11 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-07-22 09:18:35.852 VXQ21-CFE [CB] Point & Figure 1-1 #11 | Reloading chart. | 2021-07-22 09:18:35.853 VXQ21-CFE [CB] 2 Min #15 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-07-22 09:18:35.910 VXQ21-CFE [CB] 2 Min #15 | Reloading chart. | 2021-07-22 09:18:35.911 VXQ21-CFE [CB] Point & Figure 1-1 #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-07-22 09:18:36.000 Loaded depth data records for VXQ21-CFE 2021-07-19 from 2021-07-19 08:38:48.611000 to 2021-07-19 19:07:51.784693. | 2021-07-22 09:18:37.322 VXQ21-CFE [CB] Point & Figure 1-1 #11 | Reloading chart. | 2021-07-22 09:18:37.354 VXQ21-CFE [CB] 2 Min #15 | Reloading chart. | 2021-07-22 09:18:37.387 VXQ21-CFE [CB] Point & Figure 1-1 #11 | StartDateTimeForLoadingOrderFills: 00:00:00 | 2021-07-22 09:18:37.489 Loaded depth data records for VXQ21-CFE 2021-07-20 from 2021-07-20 08:37:09.729000 to 2021-07-20 19:10:03.927407. | 2021-07-22 09:18:37.725 Loaded depth data records for VXQ21-CFE 2021-07-21 from 2021-07-21 08:35:23.866000 to 2021-07-21 17:02:48.392667. | 2021-07-22 09:18:37.957 Loaded depth data records for VXQ21-CFE 2021-07-22 from 2021-07-22 08:36:53.329000 to 2021-07-22 08:37:43.043477. | 2021-07-22 09:18:37.958 VXQ21-CFE [CB] 2 Min #15 | Reloading chart. | 2021-07-22 09:18:38.443 Loaded depth data records for VXQ21-CFE 2021-07-19 from 2021-07-19 08:38:48.611000 to 2021-07-19 19:07:51.784693. | 2021-07-22 09:18:39.892 Loaded depth data records for VXQ21-CFE 2021-07-20 from 2021-07-20 08:37:09.729000 to 2021-07-20 19:10:03.927407. | 2021-07-22 09:18:40.406 Loaded depth data records for VXQ21-CFE 2021-07-21 from 2021-07-21 08:35:23.866000 to 2021-07-21 17:02:48.392667. | 2021-07-22 09:18:40.675 Loaded depth data records for VXQ21-CFE 2021-07-22 from 2021-07-22 08:36:53.329000 to 2021-07-22 08:37:43.043477. | 2021-07-22 09:18:40.676 HD Request # 7 | Downloading Intraday chart data for VXQ21-CFE to the file VXQ21-CFE.scid. Service: cfe_exchange.data | 2021-07-22 09:18:42.153 HD Request # 7 | Requesting Intraday data. Start date-time: 2021-07-22 09:11:38. Record interval: 0. Symbol: VXQ21_FUT_CFE | 2021-07-22 09:18:42.368 HD Request # 7 | Receiving Intraday data for VXQ21-CFE starting at 2021-07-22 09:11:38.359000 | 2021-07-22 09:18:42.434 HD Request # 7 | Received 715 records from 2021-07-22 09:11:38.359000 to 2021-07-22 09:18:39.341000 (7.0 minutes) and wrote 714 records for VXQ21-CFE | HD Request # 7 | Intraday data download complete for VXQ21-CFE. Unique request ID: 7 | 2021-07-22 09:18:42.462 Real-time Intraday chart data file updates started for VXQ21-CFE | 2021-07-22 09:18:42.462 Intraday chart data file opened for VXQ21-CFE | 2021-07-22 09:18:42.462 DTC client #2. Sierra Chart. 127.0.0.1 | Received subscribe to market depth for symbol VXQ21-CFE | 2021-07-22 09:18:42.553 DTC client #1. Sierra Chart. 127.0.0.1 | Received subscribe to market depth for symbol VXQ21-CFE | 2021-07-22 09:18:42.553 DTC client #3. Sierra Chart. 127.0.0.1 | Received subscribe to market depth for symbol VXQ21-CFE | 2021-07-22 09:18:42.553 |
| [2021-07-22 16:16:38] |
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You are using conflicting symbols. See below. This symbol is incorrect: VIQ21. SC Data - All Services | Restarting real-time data updates for symbol: VIQ21 -> VXQ21_FUT_CFE. Market Depth data restarted. | 2021-07-22 09:18:34.686 SC Data - All Services | Restarting real-time data updates for symbol: VXQ21-CFE -> VXQ21_FUT_CFE. Market Depth data restarted. | 2021-07-22 09:18:34.686 Update Sierra Chart to the latest version to avoid that older format symbol from getting recognized. Instructions: Software Download: Fast Update But still correct that symbol wherever it is used. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-07-22 16:17:10
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| [2021-07-22 17:11:09] |
| whats1thingnow - Posts: 387 |
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thank you for this i have double and triple checked, and no of my charts in my main instance nor my sub-instances are using VIQ21 all of them are using VXQ21-CFE since i could not find the VIQ21, i was not able to correct any symbol... i updated from version 2284 to 2288 but now the logs also do have VIQ21 as per below... does that mean i have to update to the new sc version every time there is a VIX expiration/rollover? Received unsolicited security definition for VXN21-CFE. ID: 110000000 | 2021-07-22 13:06:19.548
SC Data - All Services | Starting real-time market data updates for: VXN21-CFE. ID: 1 Service code: cfefut | 2021-07-22 13:06:19.550 SC Data - All Services | Requesting security definition data for: VXN21-CFE. ID: 1 | 2021-07-22 13:06:19.550 Requesting market depth updates for: VXN21-CFE if supported. | 2021-07-22 13:06:19.550 Added historical Intraday data request for VXN21-CFE to the queue. | 2021-07-22 13:06:19.551 Intraday data recording state for symbol VXN21-CFE is set to download 'Pending'. | 2021-07-22 13:06:19.551 Delaying start of download for VXN21-CFE | 2021-07-22 13:06:19.552 SC Data - All Services | Clearing market depth for VXN21-CFE | 2021-07-22 13:06:19.560 SC Data - All Services | Received security definition for symbol VXN21-CFE | 2021-07-22 13:06:19.561 SC Data - All Services | Clearing market depth for VXN21-CFE | 2021-07-22 13:06:20.535 SC Data - All Services | Real-time data for symbol VXN21-CFE has been restored. | 2021-07-22 13:06:20.535 SC Data - All Services | Real-time data for symbol VXN21-CFE is currently unavailable. | 2021-07-22 13:06:20.865 SC Data - All Services | Received security definition for symbol VXN21-CFE | 2021-07-22 13:06:20.865 Unsubscribed from market depth data for VXN21-CFE | 2021-07-22 13:06:24.488 HD Request # 1 | Downloading Intraday chart data for VXN21-CFE to the file VXN21-CFE.scid. Service: cfe_exchange.data | 2021-07-22 13:06:24.549 HD Request # 1 | Requesting Intraday data. Start date-time: 2021-07-16 16:59:56. Record interval: 0. Symbol: VXN21_FUT_CFE | 2021-07-22 13:06:25.347 HD Request # 1 | Receiving Intraday data for VXN21-CFE starting at 2021-07-16 16:59:56.000000 | 2021-07-22 13:06:25.544 VXN21-CFE | 2021-07-22 13:06:25.828 HD Request # 1 | Intraday data download complete for VXN21-CFE. Unique request ID: 1 | 2021-07-22 13:06:25.841 Real-time Intraday chart data file updates started for VXN21-CFE | 2021-07-22 13:06:25.841 Intraday chart data file opened for VXN21-CFE | 2021-07-22 13:06:25.841 SC Data - All Services | Clearing market depth for VXN21-CFE | 2021-07-22 13:06:27.327 Received unsolicited security definition for VXQ21-CFE. ID: 110000000 | 2021-07-22 13:06:29.542 SC Data - All Services | Starting real-time market data updates for: VXQ21-CFE. ID: 5 Service code: cfefut | 2021-07-22 13:06:29.542 SC Data - All Services | Requesting security definition data for: VXQ21-CFE. ID: 5 | 2021-07-22 13:06:29.542 Requesting market depth updates for: VXQ21-CFE if supported. | 2021-07-22 13:06:29.542 Added historical Intraday data request for VXQ21-CFE to the queue. | 2021-07-22 13:06:29.542 Intraday data recording state for symbol VXQ21-CFE is set to download 'Pending'. | 2021-07-22 13:06:29.542 SC Data - All Services | Received security definition for symbol VXQ21-CFE | 2021-07-22 13:06:29.544 SC Data - All Services | Clearing market depth for VXQ21-CFE | 2021-07-22 13:06:29.550 Unsubscribed from market depth data for VXQ21-CFE | 2021-07-22 13:06:34.482 HD Request # 7 | Downloading Intraday chart data for VXQ21-CFE to the file VXQ21-CFE.scid. Service: cfe_exchange.data | 2021-07-22 13:06:37.652 HD Request # 7 | Requesting Intraday data. Start date-time: 2021-07-22 09:25:41. Record interval: 0. Symbol: VXQ21_FUT_CFE | 2021-07-22 13:06:37.874 HD Request # 7 | Receiving Intraday data for VXQ21-CFE starting at 2021-07-22 09:25:41.640000 | 2021-07-22 13:06:38.076 VXQ21-CFE | 2021-07-22 13:06:38.138 HD Request # 7 | Intraday data download complete for VXQ21-CFE. Unique request ID: 5 | 2021-07-22 13:06:38.148 Real-time Intraday chart data file updates started for VXQ21-CFE | 2021-07-22 13:06:38.148 Intraday chart data file opened for VXQ21-CFE | 2021-07-22 13:06:38.148 Date Time Of Last Edit: 2021-07-22 17:12:22
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| [2021-07-22 18:20:15] |
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Is the problem now resolved? We do not see that symbol in the most recent Message Log. If you still have the issue, select Edit >> Translate Symbols to Current Service. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-07-22 19:17:01] |
| whats1thingnow - Posts: 387 |
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thanks for the help data now loading after updating from 2284 to 2288 does that mean i have to update to the new sc version every time there is a VIX expiration/rollover? Date Time Of Last Edit: 2021-07-22 19:17:16
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| [2021-08-03 19:54:08] |
| whats1thingnow - Posts: 387 |
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got 4 error prints today again (attached is 2 mins chart, EST time zone) please take a look at this problem thank you! |
| 20210803_VX_error_prints.png / V - Attached On 2021-08-03 19:53:40 UTC - Size: 90.44 KB - 89 views |
| [2021-08-03 22:02:00] |
| Sierra_Chart Engineering - Posts: 6328 |
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does that mean i have to update to the new sc version every time there is a VIX expiration/rollover? Regarding these out of range values, it is a process of elimination for us, to determine the trade type for those and what to filter. We are going through this step-by-step. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-12 17:19:43] |
| user_xyz - Posts: 235 |
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There go the error print spikes again...
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| [2021-08-13 15:49:22] |
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Those are not errors, those are trades sent by the exchange. We will check our isolation of this issue and see what we can find.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-08-13 15:59:48] |
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Ok we did successfully identify the source of these "errors". They are ECRP trades and they will be filtered, effective going forward from tomorrow. Or actually Monday in this case.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-08-13 16:01:54
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